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The macd_recovery strategy is designed to backtest trading decisions based on several indicators. Here's a breakdown of what the strategy does:
It uses the macd_recovery class, which implements the IStrategy interface. The strategy is optimized with the Sortino Ratio and uses 2 years of historical data.
The ticker interval is set to 5 minutes.
The strategy defines a minimal return on investment (ROI) table that specifies the expected returns at different time intervals.
A stop-loss value is set at -0.04032, indicating the maximum acceptable loss before selling. The populate_indicators function calculates and adds several indicators to the DataFrame: EMA200: Exponential Moving Average with a time period of 200. RSI: Relative Strength Index. MACD: Moving Average Convergence Divergence, including the MACD line, MACD signal line, and MACD histogram. The populate_buy_trend function determines the conditions for buying: RSI is below 41 within the last 8 periods. The closing price is above the EMA200. The MACD line crosses above the MACD signal line. The populate_sell_trend function determines the conditions for selling: RSI is above 93 within the last 8 periods. The MACD line is positive. The MACD line crosses below the MACD signal line. This strategy aims to identify buying opportunities when certain conditions are met and sell when other conditions are satisfied. It combines technical indicators like EMA, RSI, and MACD to make trading decisions.
The ticker interval is set to 5 minutes.
The strategy defines a minimal return on investment (ROI) table that specifies the expected returns at different time intervals.
A stop-loss value is set at -0.04032, indicating the maximum acceptable loss before selling. The populate_indicators function calculates and adds several indicators to the DataFrame: EMA200: Exponential Moving Average with a time period of 200. RSI: Relative Strength Index. MACD: Moving Average Convergence Divergence, including the MACD line, MACD signal line, and MACD histogram. The populate_buy_trend function determines the conditions for buying: RSI is below 41 within the last 8 periods. The closing price is above the EMA200. The MACD line crosses above the MACD signal line. The populate_sell_trend function determines the conditions for selling: RSI is above 93 within the last 8 periods. The MACD line is positive. The MACD line crosses below the MACD signal line. This strategy aims to identify buying opportunities when certain conditions are met and sell when other conditions are satisfied. It combines technical indicators like EMA, RSI, and MACD to make trading decisions.
stoploss: -0.04032 timeframe: 5m hash(sha256): c8176506b45057065943d86ea1a0410c10143b121e56bc45a3342f8c7f574ce8
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last change: 2022-08-04 08:49:20